A quicker check would be (which I'm only now remembering I tried and it worked)... try to access OWA via your download domain (assuming you don't have host headers set and your download domain is properly pointing to the correct IP[s]).
i.e. https://downloads.mydomain.com/owa
If it works via that route, then perhaps the issue is your CSP.
Notably, DO NOT use your download domain as your regular means of accessing OWA, because it defeats the purpose of Download Domains:
"Users must NOT use the Download Domains to access Outlook on the Web as this would eliminate the protection provided by the Download Domains feature." - Exchange Server Download Domains feature | Microsoft Learn